LIBROS DEL AUTOR: yuliya mishura

3 resultados para LIBROS DEL AUTOR: yuliya mishura

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  • Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
    Grigorij Kulinich / Svitlana Kushnirenko / Yuliya Mishura
    This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the huge interest in the theory of SDEs, this book is the first to present a systematic study of the instability and asymptotic behavior of the corresponding unstable stochastic systems. The limit theorems contained in the book are not merely of purely mathematical value; rather, the...
    Disponible

    74,67 €

  • Parameter Estimation in Fractional Diffusion Models
    Kęstutis Kubilius / Kostiantyn Ralchenko / Yuliya Mishura
    This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate processes in the natural sciences, financial markets, and the economy. The substantial limitation in the use of stochastic diffusio...
    Disponible

    148,97 €

  • Stochastic Calculus for Fractional Brownian Motion and Related Processes
    Yuliya Mishura
    This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. It proves that the market with stock guided by the mixed model is arbitrage-free without any ...
    Disponible

    84,13 €